The following pages link to Journal of Multivariate Analysis (Q57672):
Displayed 50 items.
- A well-conditioned estimator for large-dimensional covariance matrices (Q149569) (← links)
- Spectrum estimation: A unified framework for covariance matrix estimation and PCA in large dimensions (Q149571) (← links)
- Bivariate Conway–Maxwell–Poisson distribution: Formulation, properties, and inference (Q149740) (← links)
- New algorithms for <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" altimg="si7.gif" display="inline" overflow="scroll"><mml:mi>M</mml:mi></mml:math>-estimation of multivariate scatter and location (Q150294) (← links)
- Shrinkage structure in biased regression (Q151044) (← links)
- Marginal regression analysis of clustered failure time data with a cure fraction (Q151128) (← links)
- Distribution of the largest eigenvalue for real Wishart and Gaussian random matrices and a simple approximation for the Tracy–Widom distribution (Q151375) (← links)
- Distribution of the largest root of a matrix for Roy’s test in multivariate analysis of variance (Q151376) (← links)
- Nonparametric maximum likelihood estimation for dependent truncation data based on copulas (Q151557) (← links)
- Testing quasi-independence for truncation data (Q151566) (← links)
- Generalizing Distance Covariance to Measure and Test Multivariate Mutual Dependence (Q151604) (← links)
- An objective general index for multivariate ordered data (Q152268) (← links)
- Feature screening in large scale cluster analysis (Q153097) (← links)
- Signal extraction approach for sparse multivariate response regression (Q153109) (← links)
- Highly Robust Estimation of Dispersion Matrices (Q154479) (← links)
- An angle-based multivariate functional pseudo-depth for shape outlier detection (Q156472) (← links)
- An introduction to recent advances in high/infinite dimensional statistics (Q268712) (← links)
- Supervised singular value decomposition and its asymptotic properties (Q268716) (← links)
- COBRA: a combined regression strategy (Q268720) (← links)
- On the estimation of the functional Weibull tail-coefficient (Q268722) (← links)
- Weak convergence of discretely observed functional data with applications (Q268725) (← links)
- Consistent variable selection for functional regression models (Q268728) (← links)
- On the asymptotics of random forests (Q268730) (← links)
- Kriging for Hilbert-space valued random fields: the operatorial point of view (Q268732) (← links)
- A Bayesian approach for determining the optimal semi-metric and bandwidth in scalar-on-function quantile regression with unknown error density and dependent functional data (Q268733) (← links)
- Adaptive estimation in the functional nonparametric regression model (Q268736) (← links)
- Detecting and estimating intensity of jumps for discretely observed \(\mathrm{ARMA}D(1,1)\) processes (Q268739) (← links)
- Plug-in prediction intervals for a special class of standard ARH(1) processes (Q268742) (← links)
- A semiparametric factor model for CDO surfaces dynamics (Q268745) (← links)
- Sharp minimax tests for large Toeplitz covariance matrices with repeated observations (Q268748) (← links)
- Combining a relaxed EM algorithm with Occam's razor for Bayesian variable selection in high-dimensional regression (Q268752) (← links)
- Feature selection for functional data (Q268756) (← links)
- Estimating the geometric median in Hilbert spaces with stochastic gradient algorithms: \(L^p\) and almost sure rates of convergence (Q268758) (← links)
- Direct shrinkage estimation of large dimensional precision matrix (Q268760) (← links)
- Shape classification based on interpoint distance distributions (Q268763) (← links)
- Worst possible sub-directions in high-dimensional models (Q268764) (← links)
- Relative-error prediction in nonparametric functional statistics: theory and practice (Q268768) (← links)
- A nonlinear aggregation type classifier (Q268772) (← links)
- Gap between orthogonal projectors -- application to stationary processes (Q268775) (← links)
- Multivariate functional linear regression and prediction (Q268779) (← links)
- Generalized linear model with functional predictors and their derivatives (Q268783) (← links)
- Optimal sampling designs for nonparametric estimation of spatial averages of random fields (Q268787) (← links)
- Improved second order estimation in the singular multivariate normal model (Q272055) (← links)
- Asymptotic expansions for the estimators of Lagrange multipliers and associated parameters by the maximum likelihood and weighted score methods (Q272057) (← links)
- Multivariate trend function testing with mixed stationary and integrated disturbances (Q272058) (← links)
- Bootstrap likelihood ratio confidence bands for survival functions under random censorship and its semiparametric extension (Q272059) (← links)
- Local convex hull support and boundary estimation (Q272061) (← links)
- Influence analysis of robust Wald-type tests (Q272063) (← links)
- Robust ridge estimator in restricted semiparametric regression models (Q272065) (← links)
- Influence measures and stability for graphical models (Q272066) (← links)